Access Statistics for Degui Li

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Flexible Semiparametric Model for Time Series 0 0 0 53 0 1 6 85
A New Diagnostic Test for Cross-Section Independence in Nonparametric Panel Data Model 0 0 0 46 1 4 10 146
A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables 1 1 1 41 1 2 9 82
A flexible semiparametric model for time series 0 0 0 50 0 2 11 102
A flexible semiparametric model for time series 0 0 0 0 1 7 9 12
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 0 0 14 0 5 8 19
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures 0 1 1 1 0 8 21 24
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series 0 0 1 29 0 2 8 20
Detection of multiple structural breaks in large covariance matrices 0 0 0 14 0 5 17 29
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 0 0 20 0 5 14 33
Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data 0 1 4 5 0 3 18 21
Estimating Smooth Structural Change in Cointegration Models 0 0 0 124 0 0 8 214
Estimating Smooth Structural Change in Cointegration Models 0 0 0 67 0 4 12 157
Estimating Time-Varying Networks for High-Dimensional Time Series 0 0 2 62 0 3 18 34
Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects 0 0 1 127 2 5 16 337
Estimation in Semiparametric Time Series Regression 0 0 0 68 0 3 13 128
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 56 0 0 3 143
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 21 0 4 9 134
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 1 2 4 1 4 10 14
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 1 1 58 1 5 13 37
Estimation of Grouped Time-Varying Network Vector Autoregression Models 0 3 5 31 4 16 38 51
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 1 19 0 4 14 30
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 0 1 1 6 10
Inference of Grouped Time-Varying Network Vector Autoregression Models 0 0 0 5 0 6 20 34
Kernel-Based Inference In Time-Varying Coefficient Cointegrating Regression 0 0 0 59 1 3 13 115
Kernel-based inference in time-varying coefficient models with multiple integrated regressors 0 0 0 85 0 6 13 121
Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates 0 0 0 39 1 2 11 102
Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate 0 0 0 4 2 5 13 40
Loch linear fitting under near epoch dependence: uniform consistency with convergence rate 0 0 0 2 0 2 7 36
New Semiparametric Estimation Procedure for Functional Coefficient Longitudinal Data Models 1 1 1 34 1 5 13 90
Non- and Semi-Parametric Panel Data Models: A Selective Review 0 0 1 99 0 4 11 197
Nonlinear Regression with Harris Recurrent Markov Chains 0 0 0 63 0 3 7 149
Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models 0 0 0 137 0 2 8 311
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 10 1 3 14 19
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data 0 0 1 8 2 3 8 17
Nonparametric Homogeneity Pursuit in Functional-Coefficient Models 1 1 1 87 1 5 11 125
Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects 0 0 0 171 2 6 13 423
Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables 1 1 1 33 1 4 6 126
Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data 1 1 1 48 3 7 25 269
Semiparametric Model Averaging of Ultra-High Dimensional Time Series 1 1 1 69 1 3 7 112
Semiparametric Profile Likelihood Estimation of Varying Coefficient Models with Nonstationary Regressors 0 0 0 107 1 3 11 247
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series 0 0 0 20 0 3 12 116
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 50 0 2 14 179
Semiparametric Trending Panel Data Models with Cross-Sectional Dependence 0 0 0 83 0 4 13 218
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 0 0 1 9 10
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 8 0 3 4 41
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 0 0 1 7 12
Semiparametric model averaging of ultra-high dimensional time series 0 0 0 32 0 4 15 87
Specification Testing in Nonstationary Time Series Models 1 1 1 74 2 4 18 162
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression 0 0 0 6 0 7 17 48
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 32 0 2 18 127
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 31 0 0 11 125
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series 0 0 0 22 0 1 8 96
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 18 0 2 10 99
Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression 0 0 0 34 1 5 11 108
Total Working Papers 7 14 28 2,380 32 204 669 5,823
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS 0 0 0 20 0 0 7 86
A flexible semiparametric forecasting model for time series 0 0 3 37 1 4 20 156
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables 0 0 1 10 0 3 12 52
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors 0 0 0 2 0 3 5 37
Asymptotic normality for L1-norm kernel estimator of conditional median under association dependence 0 0 0 4 0 2 16 67
Change point estimators by local polynomial fits under a dependence assumption 0 0 0 16 0 1 7 81
Detection of Multiple Structural Breaks in Large Covariance Matrices 0 0 1 2 0 6 19 26
Estimating smooth structural change in cointegration models 0 0 0 23 1 7 22 108
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects 0 0 0 48 0 4 15 162
Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions 0 0 0 27 0 0 14 102
Estimation in generalised varying-coefficient models with unspecified link functions 0 0 0 18 1 2 15 111
Estimation of Large Dynamic Covariance Matrices: A Selective Review 0 0 1 4 1 4 11 27
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation 0 0 0 1 0 1 9 20
Estimation of semi-varying coefficient models with nonstationary regressors 0 0 1 10 0 2 12 122
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure 0 0 3 9 2 7 16 32
Generalized nonparametric smoothing with mixed discrete and continuous data 0 0 0 10 1 1 13 63
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression 0 0 0 11 1 3 17 59
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES 0 0 0 9 0 2 18 74
Local Linear M‐estimation in non‐parametric spatial regression 0 1 1 58 1 5 10 155
Local Whittle estimation of long‐range dependence for functional time series 0 0 1 11 1 1 10 30
Local composite quantile regression smoothing for Harris recurrent Markov processes 0 0 0 3 0 2 13 49
Long-Range Dependent Curve Time Series 0 0 0 4 0 0 5 16
Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients 0 0 0 7 0 0 2 25
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models 0 0 3 19 0 2 20 85
Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data 1 1 1 9 1 5 13 37
Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates 0 0 0 4 1 4 14 63
Nonparametric estimation of large covariance matrices with conditional sparsity 0 1 1 11 0 2 8 37
Nonparametric homogeneity pursuit in functional-coefficient models 0 0 0 3 1 6 14 21
Non‐parametric time‐varying coefficient panel data models with fixed effects 0 0 0 129 0 3 16 379
Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 0 0 1 10 1 4 14 45
Robust estimation in a nonlinear cointegration model 0 0 0 25 0 2 11 92
Robust nonlinear regression estimation in null recurrent time series 0 0 0 4 0 3 13 26
Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series 0 0 0 3 1 2 9 37
Semiparametric dynamic portfolio choice with multiple conditioning variables 0 0 0 4 1 1 13 60
Semiparametric trending panel data models with cross-sectional dependence 0 0 0 107 0 4 11 297
Spatial local M-estimation under association 0 0 0 14 0 3 10 60
Specification testing in nonstationary time series models 0 0 0 23 0 2 9 73
UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES 0 0 1 8 1 7 14 61
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION 0 0 0 10 1 2 7 46
Variable selection in partially time-varying coefficient models 0 0 0 0 0 2 10 16
Total Journal Articles 1 3 19 727 18 114 494 3,095

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Statistics updated 2026-06-04